• WAFO

  • Referenced in 22 articles [sw07370]
  • License (GPL) and contain tools for: Fatigue Analysis: Fatigue life prediction for random loads; Theoretical ... wave steepness, wave period distributions Statistics: Extreme value analysis; Kernel density estimation, Hidden markov models...
  • ftnonpar

  • Referenced in 67 articles [sw11128]
  • Smooth functions and local extreme values. Computational Statistics and Data Analysis (to appear) D”umbgen...
  • RandomFields

  • Referenced in 49 articles [sw08188]
  • Simulation and Analysis of Random Fields. Simulation of Gaussian and extreme value random fields; conditional...
  • extRemes

  • Referenced in 8 articles [sw23856]
  • package extRemes: An Extreme Value Analysis Package in R. This article describes the extreme value...
  • EVIM

  • Referenced in 9 articles [sw00255]
  • EVIM: a software package for extremel value analysis in MATLAB. From the practitioners’ point ... studies can answer is what are the extreme movements that can be expected in financial ... questions within the framework of the extreme value theory. This paper provides ... step-by-step guideline for extreme value analysis in the MATLAB environment with several examples...
  • StFinMetrics

  • Referenced in 32 articles [sw29976]
  • asset returns; rolling analysis and change-point detection; modelling extreme values and risk measures...
  • RMetrics

  • Referenced in 28 articles [sw09991]
  • Rmetrics open source software combines exploratory data analysis, statistical modelling and rapid model prototyping ... Volatility Forecasting, Extreme Value Theory and Copulae, Pricing of Derivatives, Portfolio Analysis, Design and Optimization...
  • evir

  • Referenced in 17 articles [sw10489]
  • extreme value theory, which may be divided into the following groups; exploratory data analysis, block...
  • evdbayes

  • Referenced in 2 articles [sw13978]
  • package evdbayes: Bayesian Analysis in Extreme Value Theory. Provides functions for the bayesian analysis...
  • NEVA

  • Referenced in 1 article [sw33948]
  • Nonstationary Extreme Value Analysis (NEVA) Software Package, Version 2.0. The Nonstationary Extreme Value Analysis (NEVA ... package has been developed to facilitate extreme value analysis under both stationary and nonstationary assumptions ... Bayesian approach, NEVA estimates the extreme value parameters with a Differential Evolution Markov Chain ... presents the results of non-stationary extreme value analysis using various exceedance probability methods...
  • eva

  • Referenced in 2 articles [sw17853]
  • package eva: Extreme Value Analysis with Goodness-of-Fit Testing. Goodness-of-fit tests...
  • TestEVC1d

  • Referenced in 1 article [sw13977]
  • Software for Extreme Value Analysis (EVA): Testing the extreme value conditions. Calculate the maximum likelihood...
  • thresholdmodeling

  • Referenced in 1 article [sw32837]
  • those who wish to conduct an extreme values analysis. It provides the whole toolkit necessary...
  • COPRIN

  • Referenced in 14 articles [sw04826]
  • interval analysis to solve various problems such as finding the extremal real roots ... approximation of the set of parameters values such that all the polynomials have their root...
  • revdbayes

  • Referenced in 0 articles [sw17804]
  • Bayesian Extreme Value Analysis. Provides functions for the Bayesian analysis of extreme value models...
  • SmartTail

  • Referenced in 1 article [sw16442]
  • SmartTail uses Extreme Value Statistics as a powerful tool for the analysis of tails...
  • cooccur

  • Referenced in 1 article [sw33255]
  • analysis returns the probabilities that a more extreme (either low or high) value...
  • lmomco

  • Referenced in 5 articles [sw14732]
  • useful in reliability, lifetime, and survival analysis. Exact analytical bootstrap estimates of order statistics ... Generalized (Gen.) Exp. Poisson [L], Gen. Extreme Value [L], Gen. Lambda [L,TL], Gen. Logistic...
  • spatialCopula

  • Referenced in 1 article [sw11805]
  • functions that provides utilities for copula-based analysis of spatially referenced data, a topic which ... dealing with non-Gaussian and extreme value data that possibly contain a spatial trend...
  • rmscca

  • Referenced in 1 article [sw23317]
  • looking at the magnitude of coefficient values, we can find out which variables ... canonical correlation analysis (SCCA), while adding estimation which is resistant to extreme observations or other...